18 results with keyword: 'time varying disasters explain aggregate stock market volatility'
In the power utility model, the risk-free rate effect exceeds the combination of the equity premium and cash flow effects, and, as a result, the price–dividend ratio increases
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In the power utility model, the riskfree rate effect exceeds the combination of the equity premium and cash flow effect, and, as a result, the price-dividend ratio increases
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In the power utility model, the riskfree rate effect exceeds the combination of the equity premium and cash flow effect, and, as a result, the price-dividend ratio increases
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The net effect of an increase in the disaster probability on the price- dividend ratio reflects the interplay between the effects on the equity premium, on expected future cash
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As long as the consumer is under the above mentioned limit, the trader must accept a payment in cash, this means coins and banknotes.. - A trader can however refuse to accept
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In order to examine the time-varying relationship between commonality in liquidity in international stock markets and market volatility, we need to aggregate
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REVIEW OF LITERATURE: SUMMARY Most injuries: • Due to running • Seen in training • Overuse • Lower extremity: knee and lower... REVIEW OF LITERATURE:
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As shown in earlier work, a time-varying probability of rare disasters can account for the high equity premium, high stock market volatility and return predictability exhibited by
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We use the Nasdaq composite (NASDAQ) and Standard and Poor’s 500 (S&P 500) indices as the proxies for the US market. We compute the daily return series on NASDAQ and S&P 500
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installed after 1 February 2013 has not applied to the water services authority to have the treatment system entered in the register of such systems maintained by the water
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modeling the asymmetric time-varying volatility of the returns of the world market stock.
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Kaur Harvinder 14 (2004) in her study on “Time varying volatility in Indian stock market” concluded that volatility in the Indian stock market exhibits characteristics. similar
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affect stock market volatility, whereas, oil price changes due to aggregate demand shocks.. lead to a reduction in stock market
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The idioms specified within the B2 and C1 level course books and workbooks of Istanbul Yabancılar İçin Türkçe Öğretim Seti [Turkish for Foreigners Book Set] and those found
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Classification matrix based on linear discriminant analysis of Procrustes coordinates derived from adult male Blueback Herring caught in North Carolina (Chowan and Yeopim rivers)
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While circuit breaker overall did not have any impact on stock volatility, the imposition of the lock-in period has contributed to the price discovery mechanism by reverting an
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This paper develops a framework to analyze the business cycle movements of stock market returns, volatility and volatility risk-premia. In our model, the aggregate stock market
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Overall, high volatility in the target market associated with high spillover intensity would support the information hypothesis, while evidence for the uncertainty hypothesis
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